BNP Paribas Put 80 SWKS 17.01.2025
/ DE000PN8ZU03
BNP Paribas Put 80 SWKS 17.01.202.../ DE000PN8ZU03 /
| 06/09/2024 09:05:45 |
Chg.+0.030 |
Bid16:24:46 |
Ask16:24:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+21.43% |
0.190
Bid Size: 46,400 |
0.210
Ask Size: 46,400 |
Skyworks Solutions I... |
80.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
PN8ZU0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
28/09/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-45.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.31 |
| Parity: |
-1.93 |
| Time value: |
0.20 |
| Break-even: |
70.00 |
| Moneyness: |
0.79 |
| Premium: |
0.23 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.02 |
| Spread %: |
11.11% |
| Delta: |
-0.14 |
| Theta: |
-0.02 |
| Omega: |
-6.49 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.55% |
| 1 Month |
|
|
-43.33% |
| 3 Months |
|
|
-55.26% |
| YTD |
|
|
-41.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.100 |
| 1M High / 1M Low: |
0.320 |
0.080 |
| 6M High / 6M Low: |
0.500 |
0.080 |
| High (YTD): |
02/05/2024 |
0.500 |
| Low (YTD): |
26/08/2024 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.158 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.264 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
394.53% |
| Volatility 6M: |
|
279.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
